White noise approach to multiparameter stochastic integration (Q757990)

From author's summary: We will set up the Hida theory of generalized Wiener functionals using \({\mathcal S}^*({\mathbb{R}}^ d)\), the space of tempered distributions on \({\mathbb{R}}^ d\), and apply the theory to multiparameter stochastic integration. With the partial ordering on \({\mathbb{R}}^ d_+\), \((s_ 1,...,s_ d)<(t_ 1,...,t_ d)\) if \(s_ i<t_ i\), \(1\leq i\leq d\), the Wiener process \[ W((t_ 1,...,t_ d),x)=<x,1[0,t_ 1)\times...\times [0,t_ d)>,\quad x\in {\mathcal S}^*({\mathbb{R}}^ d) \] is a generalization of a Brownian motion, and there is the Wiener-Itô decomposition \[ L^ 2({\mathcal S}^*({\mathbb{R}}^ d))=\sum^{\infty}_{n=0}\oplus K_ n, \] where \(K_ n\) is the space of n-tuple Wiener integrals. As in the one-dimensional case, there are the continuous inclusions \[ (L^ 2)^+\subset L^ 2({\mathcal S}^*({\mathbb{R}}^ d))\subset (L^ 2)^-, \] and \((L^ 2)^-\) is considered as the space of generalized Wiener functionals. We prove that the multidimensional Itô stochastic integral is a special case of an element of \((L^ 2)^-\). For \(d=2\) the Itô integral is not sufficient for representing elements of \(L^ 2({\mathcal S}^*({\mathbb{R}}^ 2))\). We show that the other stochastic integral involved can also be realized in the Hida setting. For \(F\in {\mathcal S}^*({\mathbb{R}})\) we will define F(W(s,t),x) as an element of \((L^ 2)^-\) and obtain a generalized Itô formula.